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Daldrup & Soehne Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:81.05% (+25.73%)
Analysis last updated: Tuesday, February 17, 2026 at 08:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daldrup & Soehne Ag SGARCH
paramt-stat
ω1.71575.34
α0.15166.51
β0.57419.99
γ1-0.1495-0.80
γ20.50621.93
γ3-0.4977-3.02
γ40.28761.79
γ5-0.4296-2.33
γ60.77703.64
γ7-0.9814-3.91
γ80.71582.60
γ9-0.3661-1.56
γ100.34301.36
Estimation Period:
Dec 4, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts